Question about Iguana Feeding?

I bought an Iguana in myrtle beach and knowing better than the workers that told me I wouldnt need a terrarium that he would be fine walking around the house like a dog I got all the stuff that by little buddy will need. But I am concerned because I know all they fed him was lettuce and want to know how to get him to eat the Iguana Diet pelets that I bought for him he doesnt seem to be too interested.